From Basel 1 to Basel 3 | The Integration of State of the Art Risk Modelling in Banking Regulation

L. Balthazar

ISBN 10: 1349525251 / ISBN 13: 9781349525256

Published by Palgrave Macmillan, 2006

About this Item

From Basel 1 to Basel 3 | The Integration of State of the Art Risk Modelling in Banking Regulation | L. Balthazar | Taschenbuch | xix | Englisch | 2006 | Palgrave Macmillan | EAN 9781349525256 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Seller Inventory # 103729666

Bibliographic Details

• Title: From Basel 1 to Basel 3 | The Integration of State of the Art Risk Modelling in Banking Regulation
• Publisher: Palgrave Macmillan
• Publication Date: 2006
• Language: English
• ISBN 10: 1349525251
• ISBN 13: 9781349525256
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 234W x 156H x 17D millimeters 234 millimeters width by 156 millimeters height by 17 millimeters depth
• Weight: 446 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

The proposed rules are presented and key issues regarding implementation of the accord identified. The model used to calibrate the capital requirements under Basel 2 is analyzed and projected forward to present what could be key new elements in the future Basel 3 regulation. A CD-ROM is included to illustrate regulator models.

About the Author

LAURENT BALTHAZAR is Head of Economic & Regulatory Capital at Dexia Bank. He has been responsible for the development of scoring models and of the RAROC methodology. He is also involved in the implementation of the Basel 2 project and of the economic capital framework. He is a frequent speaker at conferences and delivered trainings on Basel 2 in Eastern Europe countries.